José Mourinho has given the clearest indication yet that he will leave Real Madrid for Chelsea at the end of the season. Asked directly if he would be at the Bernabéu next season, having watched his side go out 4-3 on aggregate to Borussia Dortmund in the Champions League semi-final, Mourinho said: "Maybe not."

The Portuguese coach, whose relationship with some supporters, players and the media, has been fraught in Spain, said he wants to be "where people love me". He added: "I know I am loved in England. I am loved by some clubs, especially one." The contrast with Spain could not be any greater.

Madrid were knocked out in the last-four stage for the third successive season after a 2-0 second-leg victory was not enough to overturn a 4-1 defeat in the first leg and, unlike last season, Mourinho did not take the opportunity to announce that he would continue. Instead he revealed that he intends to see out the season and then discuss his future with Madrid's president, Florentino Pérez. That discussion is more about the way he departs than whether he goes at all.

Mourinho had avoided commenting on his future over the past few months as speculation grew that he was planning to walk away but he also avoided committing himself to the club beyond the end of the season, even though he has a contract until 2016. On Tuesday he dropped an extremely heavy hint that his future lies at Stamford Bridge.

Stopped by ITV in the television interview area after Madrid's knock out, Mourinho was asked if he would be at Madrid next season. He replied: "Maybe not," adding: "I want to be where people love me to be." That remark, cut short by the need to give way to an advert break, was quickly picked up on and the Portuguese was quizzed again about his future when he reached the post-match press conference.

Asked if he would be back to try to win the Champions League with Real Madrid, Mourinho replied: "It's not important. What's important is that Madrid achieve that."

At one stage he also said: "I am here to talk about the game so, if you want to talk about that, go ahead." But he was soon drawn on his future and, while he claimed not to have made up his mind, there was a strong suggestion that he already knows where he will be next season. The basis of an agreement is already in place at Chelsea, although there have also been discussions with Paris Saint-Germain.

"I want to think [about my future] at the end of the season," Mourinho said. "Obviously I like to be where people love me without reservations, where I have support from everyone. But what matters is Madrid. They are much more important than me."

"I have not made a decision yet because I have a contract. So that is why I want to play the [Copa del Rey] final, finish the season, finish second [in the league] and at the end of the season I will talk to Florentino Pérez, my president and my friend, and we will decide what is best."

"I know that in England I am loved by the fans and by the media, which treats me in a fair way – criticising me when they have to but giving me credit when I deserve it. I know I am loved by some clubs, especially one, and in Spain the situation is a bit different because some people hate me," Mourinho continued, adding with a smile: "And many of you are in this room."

"It is difficult to make a decision because I like the club, I like the president and we made a fantastic team that is ready to [achieve] big things. So it is hard but I need to be honest and fair and at the end of the season we will speak."

Mourinho has had confrontations with players and media in Spain. His relationship with Madrid's captain Iker Casillas has broken down and Pérez was reportedly warned in January that, if Mourinho continued next season, a number of first team players would leave. Although he has wrestled for control of the dressing room, his position has become increasingly unsustainable.

Mourinho has felt like the victim of a press campaign with much of the media turning upon him, often viciously so, in the last few months. He cannot have failed to ask himself what lies beneath that campaign at a club where leaks to the media are often strategic and from the top.

Real Madrid have a Copa del Rey final still to come against city rivals Atletico Madrid but the league was virtually conceded to Barcelona before Christmas and, with Madrid trailing by eleven points, the Catalans could tie up the title this weekend.

At best, Mourinho's three-year balance at the Bernabéu will read: two Copa del Rey successes and one record-breaking league title. Mourinho has now won the league in Spain, Italy, Portugal and England but if he does depart he will do so having failed to add his ultimate goal: a unique third European Cup with three different clubs.

"[Madrid had] a period of not even reaching the quarters, losing credibility and losing [their status as a] seed. Now we have recovered that and reached three semi-finals," Mourinho said. "But Madrid doesn't live off the 'almost' and nor do I. These are three great seasons economically for the club and for prestige too, but Madrid have not won the competition and they have to. When? I don't know. If it's with me, perfect. If not, fine.

"My culture is not being satisfied with not winning the competition. No. No, not at all. But every person who has ever been at Real Madrid, even if it was only for one day, will always say that it was worth it. They will always be able to say: I was at the biggest and most important club in the world."